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EFC

Ellington Financial

66 hedge funds and large institutions have $308M invested in Ellington Financial in 2014 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 20 increasing their positions, 19 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 19

0% more funds holding in top 10

Funds holding in top 10: 44 (0)

5.02% less ownership

Funds ownership: 50.03%45.01% (-5%)

16% less funds holding

Funds holding: 7966 (-13)

17% less capital invested

Capital invested by funds: $372M → $308M (-$64.2M)

55% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 20

90% less call options, than puts

Call options by funds: $465K | Put options by funds: $4.82M

Holders
66
Holders Change
-13
Holders Change %
-16.46%
% of All Funds
1.76%
Holding in Top 10
4
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.11%
New
9
Increased
20
Reduced
19
Closed
20
Calls
$465K
Puts
$4.82M
Net Calls
-$4.35M
Net Calls Change
+$3.46M
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$70.8M +$25.8M +1,192,600 +51%
EMG
2
Ellington Management Group
Connecticut
$40.6M +$132K +6,106 +0.3%
Fidelity Investments
3
Fidelity Investments
Massachusetts
$23.9M +$1.9M +88,000 +8%
OA
4
Omega Advisors
New York
$22.9M +$4.24M +196,300 +21%
AFG
5
American Financial Group
Ohio
$21M
GIM
6
Greenwich Investment Management
Connecticut
$14M -$2.11M -97,704 -12%
Morgan Stanley
7
Morgan Stanley
New York
$9.05M +$1.56M +72,110 +19%
WFI
8
West Family Investments
California
$8.83M
YMRC
9
Yorktown Management & Research Company
Virginia
$8.49M
BTS
10
BB&T Securities
Virginia
$7.84M +$849K +39,291 New
MOACM
11
Mutual of America Capital Management
New York
$6.85M +$352K +16,283 +5%
Citigroup
12
Citigroup
New York
$5.45M +$5.82M +269,250 +7,479%
WAM
13
Wolverine Asset Management
Illinois
$5.39M +$5.48M +253,600 +1,546%
Goldman Sachs
14
Goldman Sachs
New York
$5.32M +$2.3M +106,397 +67%
PTC
15
Petrus Trust Company
Texas
$4.99M
GXMC
16
Global X Management Company
New York
$4.54M +$1.5M +69,451 +44%
RO
17
Reservoir Operations
New York
$3.66M
Deutsche Bank
18
Deutsche Bank
Germany
$3.39M -$35.6M -1,648,844 -91%
DRZID
19
DePrince Race & Zollo Inc (DRZ)
Florida
$3.14M +$1.85M +85,834 +120%
Bank of America
20
Bank of America
North Carolina
$3.12M +$1.25M +57,957 +59%
WA
21
Whitebox Advisors
Minnesota
$2.99M
Bank of Montreal
22
Bank of Montreal
Ontario, Canada
$2.99M +$3.24M +150,000 New
PG
23
PEAK6 Group
Illinois
$2.79M +$1.43M +66,319 +90%
MIG
24
Mariner Investment Group
New York
$2.69M +$2.92M +135,000 New
Renaissance Technologies
25
Renaissance Technologies
New York
$2.3M -$4.3M -199,150 -63%

EFC Hedge Fund Activity: Q4 2014 in Review

66 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in Ellington Financial (EFC) for Q4 2014, worth a combined $308M — down 17% from $372M a quarter earlier.

Sellers outnumbered buyers: 20 funds closed out of EFC and 9 opened new positions — a net loss of 11 holders — while 19 trimmed existing stakes and 20 added.

The largest buyer was Wellington Management Group, adding an estimated $25.8M. The largest seller was Deutsche Bank, cutting an estimated $35.6M.

  • 66 institutional investors held Ellington Financial (EFC) as of Q4 2014, down from 79 in Q3 2014.
  • Funds reported $308M of Ellington Financial stock for Q4 2014, down 17% quarter-over-quarter.
  • 9 funds opened new Ellington Financial positions in Q4 2014 and 20 closed out, a net change of -11 holders.
  • The largest Ellington Financial buyer in Q4 2014 was Wellington Management Group, an estimated $25.8M added.
  • The largest Ellington Financial seller in Q4 2014 was Deutsche Bank, an estimated $35.6M sold.

Based on aggregated 13F filings for Q4 2014.